Combine figs, sugar and 1/4 cup of water into a sauce pan. Cook on medium heat, stirring frequently for 25 minutes. Remove from heat and let cool.
In a large heat proof bowl whisk together egg yolks and sugar until well combined. Place bowl over a pot of simmering water and continue to vigorously whisk until mixture starts to thicken, about six to seven minutes. Slowly whisk in brandy. Continue to whisk until mixture is thick and airy.
Spoon zabaglione into serving dishes and top with caramelized figs.